| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 38.88% | 148.37% |
| Max Drawdown | -4.79% | -20.58% |
| Sharpe | 2.73 | 2.96 |
| Sortino | 7.06 | 4.96 |
| Payoff Ratio | 1.95 | 1.46 |
| Profit Factor | 2.14 | 1.55 |
| Common Sense Ratio | 4.69 | 2.29 |
| CPC Index | 2.14 | 1.29 |
| Tail Ratio | 2.19 | 1.48 |
| Outlier Win Ratio | 18.26 | 2.86 |
| Outlier Loss Ratio | 5.85 | 2.36 |
| Volatility (ann.) | 19.38% | 52.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | 13.98 | 15.22 |
| Skew | 3.23 | 0.33 |
| Kurtosis | 15.71 | 1.61 |
| Expected Daily % | 0.14% | 0.39% |
| Expected Monthly % | 4.19% | 12.04% |
| Expected Yearly % | 17.85% | 57.6% |
| Kelly Criterion | 26.21% | 27.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -4.08% |
| Expected Shortfall (cVaR) | -1.52% | -4.08% |
| Year | 12173975:BTCUSD | 12173975:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.67 | 2.57 | 0.05 | - |
| 2024 | 61.63 | 35.41 | 0.57 | - |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| MTD | 1.06% | 6.03% |
| 3M | 13.3% | 19.98% |
| 6M | 32.86% | 80.42% |
| YTD | 35.41% | 61.63% |
| 1Y | 38.88% | 148.37% |
| 3Y (ann.) | 66.92% | 313.31% |
| 5Y (ann.) | 66.92% | 313.31% |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Max Drawdown | -4.79% | -20.58% |
| Longest DD Days | 63.0 | 77.0 |
| Avg. Drawdown | -1.66% | -4.63% |
| Avg. Drawdown Days | 13.0 | 11.0 |
| Recovery Factor | 8.12 | 7.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-20 | 2024-04-23 | -4.79 | 34 |
| 2023-11-07 | 2024-01-09 | -4.48 | 63 |
| 2024-05-24 | 2024-05-31 | -3.67 | 7 |
| 2024-01-23 | 2024-02-13 | -2.56 | 21 |
| 2023-10-11 | 2023-10-17 | -1.53 | 6 |
| 2024-05-15 | 2024-05-21 | -1.37 | 6 |
| 2023-10-30 | 2023-11-06 | -0.88 | 7 |
| 2024-04-24 | 2024-04-30 | -0.76 | 6 |
| 2024-05-08 | 2024-05-14 | -0.71 | 6 |
| 2024-02-20 | 2024-02-27 | -0.37 | 7 |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 11.25% |
| Worst Day | -2.29% | -7.55% |
| Best Week | 6.51% | 19.61% |
| Worst Week | -3.29% | -10.89% |
| Best Month | 10.81% | 43.01% |
| Worst Month | -1.88% | -7.63% |
| Best Year | 35.41% | 61.63% |
| Worst Year | 2.57% | 53.67% |
| Avg. Up Day | 1.75% | 2.91% |
| Avg. Down Day | -0.9% | -1.99% |
| Avg. Up Week | 3.1% | 8.0% |
| Avg. Down Week | -1.06% | -3.53% |
| Avg. Up Month | 6.53% | 17.91% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.19% | 56.84% |
| Win Month % | 75.0% | 87.5% |
| Win Week % | 55.88% | 65.71% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |